+62.5%
DRAM vs FPS
-19.1%
+81.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -17.3% | +12.0% | +4.8% |
| 7D | -16.6% | -23.3% | +6.7% | -3.6% |
| 30D | -26.9% | -42.4% | +15.6% | -1.0% |
| 3M | -17.8% | -43.0% | +25.2% | +10.9% |
| 6M | +6.2% | -44.5% | +50.7% | +48.8% |
| All | +62.5% | -19.1% | +81.6% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling